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- Binding:
- Paperback
- Pages:
- 456
- Published:
- August 30, 2018
- Edition:
- 12017
- Dimensions:
- 155x235x0 mm.
- Weight:
- 730 g.
Delivery:
1-2 weeks
Expected delivery: June 7, 2024
Description of Credit Correlation
The book picks up where pre-crisis credit books left off, offering guidance for quants on the latest tools and techniques for credit portfolio modelling in the presence of CVA (Credit Value Adjustments).
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